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Trade: LRC/USDT/720/HWMA/ZLMA/4189

Strategy
LRC/USDT/720/HWMA/ZLMA/4189
Pair
LRC_USDT
Interval
12h
Score
570890
Daily Profit
0.233208
Profit Factor
3.273556
Profitability
59.375000
Streak
0.000000
Best Strategy
Training Data Length
1940.500000
Evaluation Time
2025-10-04 09:44
Expiration Time
2025-12-01 07:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 332038.5426 322269.2504 9769.2922 -105448.9376 9084797.7282 -9190246.6658
Total P&L (%) 332.0385 322.2693 9.7693 -105.4489 9084.7977 -9190.2467
Avg Daily Profit (%) 0.1711 0.1661 0.005 0 0.2332 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -455995 -234857 -302117 -9946785 -2670281 -12841365
Profit Factor 1.2332 1.4809 1.013 0.9939 3.2736 0.302
Total Trades 255 128 127 255 128 127
Winning Trades 126 57 69 137 76 61
Losing Trades 129 71 58 118 52 66
Profitability (%) 49.4118 44.5313 54.3307 53.7255 59.375 48.0315
Ratio Avg Win / Avg Loss 1.2626 1.8446 0.8515 0.856 2.2398 0.3267
Largest Winning Trade 120390 120390 34656 4055707 4055707 1078854
Largest Losing Trade -104372 -51004 -104372 -7919648 -1361520 -7919648
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3671 1844 1827 3671 1844 1827
Profit Streak 38.7811 45.7811 38.7811 0 0 0
Trades During Streak 5 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358927 323538 -558193 -578683 570890 -581482
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3881,
    "evaluation_days": 1940.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759560284128,
    "expiration_time": 1764565776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.67255
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            332038.5426214638,
            322269.2503950216,
            9769.292226442,
            -105448.9376481906,
            9084797.728187049,
            -9190246.665835256
        ],
        [
            332.038543,
            322.26925,
            9.769292,
            -105.448938,
            9084.797728,
            -9190.246666
        ],
        [
            0.17111,
            0.166075,
            0.005034,
            0,
            0.233208,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -455995,
            -234857,
            -302117,
            -9946785,
            -2670281,
            -12841365
        ],
        [
            1.233243,
            1.480907,
            1.012966,
            0.993856,
            3.273556,
            0.301989
        ],
        [
            255,
            128,
            127,
            255,
            128,
            127
        ],
        [
            126,
            57,
            69,
            137,
            76,
            61
        ],
        [
            129,
            71,
            58,
            118,
            52,
            66
        ],
        [
            49.411765,
            44.53125,
            54.330709,
            53.72549,
            59.375,
            48.031496
        ],
        [
            1.262606,
            1.844638,
            0.851479,
            0.856022,
            2.239802,
            0.326742
        ],
        [
            120390,
            120390,
            34656,
            4055707,
            4055707,
            1078854
        ],
        [
            -104372,
            -51004,
            -104372,
            -7919648,
            -1361520,
            -7919648
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3671,
            1844,
            1827,
            3671,
            1844,
            1827
        ],
        [
            38.781066,
            45.781066,
            38.781066,
            0,
            0,
            0
        ],
        [
            5,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358927,
            323538,
            -558193,
            -578683,
            570890,
            -581482
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3881,
    "evaluation_days": 1940.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759560284128,
    "expiration_time": 1764565776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.67255
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)